J. L. Fernández

According to our database, J. L. Fernández authored at least 3 papers between 2001 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2017

Multicurve LIBOR market models and drift-free simulation.

J. L. Fernández, Maria R. Nogueiras, M. Pou, Carlos Vázquez

Int. J. Comput. Math., 2017

2013

Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs.

J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez

Math. Comput. Simul., 2013

2001

On performance benchmarking voltage control in a power transmission network.

M. Calligaris, M. A. Johnson, Michael J. Grimble, J. L. Fernández, J. M. Rodriguez Garcia

Proceedings of the American Control Conference, 2001